This is a summary of links recently featured on Quantocracy as of Friday, 08/01/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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100 Papers an Hour: 10x’ing Your Strategy Research Speed With AI [Paper to Profit]As much as LLMs and AI seem to be writing our code, creating our art, and potentially replacing (or at least supplementing) our own artistic souls, they also still excel at pretty mundane tasks. When applied correctly, they can chew through hundreds of research papers at a time and give you deeper insights, inspiration, and clarity that you can use to apply to your own research process. So, if
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Weekly Research Recap [Quant Seeker]The Actual Retail Price of Equity Trades (Schwarz, Barber, Huang, Jorion, and Odean) Contrary to conventional wisdom, payment for order flow (PFOF) isnt systematically linked to worse execution. This paper finds large cost differences across brokers for identical orders, not explained by PFOF or commissions. Market makers like Citadel treat each brokers flow differently, possibly due
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First trading day of the month has generally been strong except August [Quantifiable Edges]Ive shown the chart below several times over the years. It breaks down by month the performance of the first trading day of the month. July has long had the strongest Day 1. But August is also notable for its lack of Day 1 performance. As you can see it is the only month with a negative Day 1 return. Below is a look at how it has played out over time. This doesnt appear to be a bearish